+11.6%
EW vs PL
+40.9%
-29.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +4.9% | +10.0% | -5.1% | +4.3% |
| 30D | +23.9% | -2.3% | +26.2% | +23.9% |
| 3M | +15.8% | -44.2% | +60.0% | +19.5% |
| 6M | +31.7% | -66.1% | +97.8% | +39.1% |
| YTD | +25.7% | -30.0% | +55.7% | +24.8% |
| 1Y | +24.4% | +21.0% | +3.4% | +18.0% |
| 3Y | +65.9% | +516.5% | -450.7% | +26.0% |
| 5Y | -7.6% | +32.0% | -39.7% | -21.2% |
| All | +11.6% | +40.9% | -29.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling